The phenomenon of 'chasing' has been identified as one of the central characteristics of the behavior of pathological gamblers [American Psychiatric Association (1994). Diagnostic and statistical manual of mental disorders (4th ed., DSM IV). Washington, DC: APA]. It consists of more frequent involvement, increased persistence and elevated monetary risk in an effort to recoup money that has been lost. The present research makes a distinction between within- and between-session chasing, and attempts to examine the determinants of within-session chasing in a reasonably valid laboratory analogue. Male college students who gambled (N=248) were given US$10 and an opportunity to gamble. They could: (1) decline to gamble and keep their US$10 (nonplayers); (2) gamble and win even more money by quitting at a more optimal time (nonchasers); or (3) gamble longer than they should, resulting in the loss of all available money (chasers). Zuckerman's impulsivity factor (from the ZKPQ) discriminated chasers from nonchasers. Breen and Zuckerman's Gambling Beliefs and Attitudes Survey (GABS) discriminated players from nonplayers. A sensation-seeking explanation of within-session chasing was not supported. The results are discussed in terms of the impact of impulsivity on within-session chasing. It is suggested that the GABS may serve as a general measure of 'affinity' to gambling, and could be useful in examining the process of between-session chasing, that is, returning on another day to 'get even'.